This document has not been cited yet.

1. 1 Adler, M. and Dumas, B. (1983) International portfolio choice and corporation finance: a synthesis, Journal of Finance, 38, 925-84.

2. 10 Brailsford, T.J., and Faff, R.W. (1996) An evaluation of volatility forecasting techniques, Journal of Banking and Finance, 20, 419-38.

3. 11 Chopra, V.J. and Ziemba, W.T. (1993) The effect of errors in means, variances and covariances on optimal portfolio choice, The Journal of Portfolio Management, Winter, 6-11.
   Paper not yet in RePEc: Add citation now
   
4. 12 Eichhorn, D., Gupta, E and Stubbs, E. (1998) Using constraints to improve the robustness of asset allocation, The Journal of Portfolio Management, Spring, 41-8.
   Paper not yet in RePEc: Add citation now
   

5. 13 Elton, J.E and Gruber, M.J. (1973) Estimating the dependence structure of share prices - implications for portfolio selection, Journal of Finance, 8, 1203-32.

6. 14 Elton, J.E and Gruber, M.J. (1987) Modern portfolio theory and investment analysis, 3rd edition. New York: Wiley.
   Paper not yet in RePEc: Add citation now
   

7. 15 Eun, C.S. and Resnick, B.G. (1992) Forecasting the correlation structure of share prices: a test of new models, Journal of Banking and Finance, 16, 643-56.

8. 16 Frost, P.A. and Savarino, J.E (1986) An empirical Bayes approach to efficient portfolio selection, Journal of Financial and Quantitative Analysis, 21, 293-305.

9. 17 Grinold, R., Rudd, A and Stefek, D. (1989) Global !actors: fact or fiction?, Journal of Portfolio Management, Fall, 79-88.
   Paper not yet in RePEc: Add citation now
   

10. 18 Harvey, A, Ruiz, E and Shephard, N. (1992) Multivariate stochastic variance models. LSE Financial Markets Group Discussion Paper Series No. 132.

11. 19 Hoaglin, D.C., Iglewitz, B. and Tukey, J.W. (1986) Outlier labelling, Journal of the American Statistical Association, 81, 991-9.
    Paper not yet in RePEc: Add citation now
    

12. 2 Asprem, M (1989) Stock prices, asset portfolios and macroeconomic variables in ten European countries, Journal of Banking and Finance, 13, 589-612.

13. 20 Jobson, J.D. and Korkie, B. (1980) Estimation for Markowitz efficient portfolios, Journal of the American Statistical Association, 75, 544-54.
    Paper not yet in RePEc: Add citation now
    
14. 21 Johnson, R.A. and Wichern, D.W. (1988) Applied Multivariate Statistical Analysis. Englewood Cliffs, NJ: Prentice Hall.
    Paper not yet in RePEc: Add citation now
    

15. 22 Jorion, P. (1986) Bayes-Stein estimation for portfolio analysis, Journal of Financial and Quantitative Analysis, 21, 279-92.

16. 23 Marx, D.L. and Hocking, R.R. (1977) Moments of certain functions of elements in the inverse Wishart matrix. Paper presented at the Annual Meeting of the American Statistical Association, Chicago.
    Paper not yet in RePEc: Add citation now
    
17. 24 Michaud, R.O. (1989) The Markowitz optimisation enigma: is Optimised optimal? Financial Analysts Journal, Jan-Feb, 31-42.
    Paper not yet in RePEc: Add citation now
    
18. 25 Markowitz, R.M. (1959) Portfolio Selection, Efficient Diversification of Investments. New York: Wiley.
    Paper not yet in RePEc: Add citation now
    

19. 27 Meade, N. (1993) Forecasting the return and risk on a portfolio of assets, International Journal of Forecasting, 9, 373-86.

20. 28 Roll, R and Ross, S.A (1980) An empirical investigation of the Arbitrage Pricing Theory, Journal of Finance, 35, 1073-103.

21. 29 Ross, S.A. (1976) The Arbitrage Pricing Theory of capital asset pricing, Journal of Economic Theory, 12, 341-60.

22. 3 Barnett, V and Lewis, T. (1995) Outliers in Statistical Data, 3rd edition. Chichester: Wiley.
    Paper not yet in RePEc: Add citation now
    

23. 30 Simaan, Y (1997) Estimation risk in portfolio selection: the mean variance model versus the mean absolute deviation model, Management Science, 43, 1437-46.

24. 31 Solnik, B. (1983) International Arbitrage Pricing Theory, Journal of Finance, 38, 449-57.

25. 4 Bawa, VS., Brown, S. J. and Klein, R.W. (1979) Estimation Risk and Optimal Portfolio Choice, Studies in Bayesian Econometrics, Bell Laboratories Series, New York: North Holland.
    Paper not yet in RePEc: Add citation now
    

26. 5 Beckers, B., Grinold, R., Rudd, A and Stefek, D. (1992) The relative importance of common !actors across the European equity markets, Journal of Banking and Finance, 16, 75-95.

27. 6 Best, M.J. and Grauer, RR (1991) On the sensitivity of mean-variance-efficient portfolios to changes in asset means: some analytical and computational results, Review of Financial Studies, 4, 315-42.

28. 7 Board, J.L.G. and Sutcliffe, C.M.S. (1994) Estimation methods in portfolio selection and the effectiveness of short sales restrictions: UK evidence, Management Science, 40, 517-34.

29. 8 Bollerslev, T., Engle, RF. and Wooldridge, J.M. (1988) A capital asset pricing model with time varying covariances. Journal of Political Economy, 96, 116-31.

30. 9 Bollerslev, T., Chou, R.Y and Kroner, K.F. (1992) ARCH modelling in finance: a review of the theory and empirical evidence, Journal of Econometrics, 52, 5-59.

1. Time-varying performance of international mutual funds. (2012). Turtle, H. J. ; Zhang, Chengping.
   In: Journal of Empirical Finance.
   RePEc:eee:empfin:v:19:y:2012:i:3:p:334-348.

   Full description at Econpapers || Download paper

2. The Impact of Macroeconomic Variables on Corporate Performance - What Shareholders Ought to Know?. (2007). Oxelheim, Lars.
   In: Working Paper Series.
   RePEc:hhs:iuiwop:0571.

   Full description at Econpapers || Download paper

3. Is Home Bias in Assets Related to Home Bias in Goods?. (2006). Warnock, Francis ; van Wincoop, Eric.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:12728.

   Full description at Econpapers || Download paper

4. Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the US. (2006). Lewis, Karen.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:12697.

   Full description at Econpapers || Download paper

5. The Performance of International Equity Portfolios. (2006). Wongswan, Jon ; Warnock, Francis ; Thomas, Charles.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:12346.

   Full description at Econpapers || Download paper

6. The Performance of International Equity Portfolios. (2006). Thomas, Charles.
   In: The Institute for International Integration Studies Discussion Paper Series.
   RePEc:iis:dispap:iiisdp162.

   Full description at Econpapers || Download paper

7. Evaluating a nonlinear asset pricing model on international data. (2006). Asgharian, Hossein ; Karlsson, Sonnie.
   In: Working Papers.
   RePEc:hhs:lunewp:2006_005.

   Full description at Econpapers || Download paper

8. Foreign exchange volatility is priced in equities. (2006). Neely, Christopher ; Guo, Hui.
   In: Working Papers.
   RePEc:fip:fedlwp:2004-029.

   Full description at Econpapers || Download paper

9. Home bias in global bond and equity markets: the role of real exchange rate volatility. (2006). Thimann, Christian ; Fratzscher, Marcel ; Fidora, Michael.
   In: Working Paper Series.
   RePEc:ecb:ecbwps:2006685.

   Full description at Econpapers || Download paper

10. Financial integration of new EU Member States. (2006). Manganelli, Simone ; Cappiello, Lorenzo ; Gerard, Bruno ; Kadareja, Arjan.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006683.

    Full description at Econpapers || Download paper

11. German Exchange Rate Exposure at DAX and Aggregate Level, International Trade, and the Role of Exchange Rate Adjustment Costs. (2005). , Jamin.
    In: International Finance.
    RePEc:wpa:wuwpif:0508005.

    Full description at Econpapers || Download paper

12. Explaining exchange rate dynamics: the uncovered equity return parity condition. (2005). De Santis, Roberto ; Cappiello, Lorenzo.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005529.

    Full description at Econpapers || Download paper

13. La recherche française en finance:une perspective à travers les travaux des enseignants-chercheurs en gestion sur la période 1994-2003. (2005). Schatt, Alain ; Charreaux, Gerard.
    In: Working Papers CREGO.
    RePEc:dij:wpfarg:1051001.

    Full description at Econpapers || Download paper

14. Non-synchronous Trading and Testing for Market Integration in Central European Emerging Markets. (2005). Schotman, Peter C ; Zalewska, Ania.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5352.

    Full description at Econpapers || Download paper

15. Home Bias and International Risk Sharing: Twin Puzzles Separated at Birth. (2005). Sorensen, Bent ; Zhu, YU ; Wu, Yi-Tsung ; Yosha, Oved.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5113.

    Full description at Econpapers || Download paper

16. Return-volatility linkages in the international equity and currency markets. (2004). HASAN, IFTEKHAR ; Hunter, Delroy M. ; Francis, Bill B..
    In: Finance.
    RePEc:wpa:wuwpfi:0405022.

    Full description at Econpapers || Download paper

17. TIME VARIATION AND ASYMMETRY IN THE WORLD PRICE OF COVARIANCE RISK: THE IMPLICATIONS FOR INTERNATIONAL DIVERSIFICATION. (2004). Shields, Kalvinder ; Olekalns, Nilss ; Henry, Ólan.
    In: Department of Economics - Working Papers Series.
    RePEc:mlb:wpaper:907.

    Full description at Econpapers || Download paper

18. The Performance of International Equity Portfolios. (2004). Wongswan, Jon ; Warnock, Francis ; Thomas, Charles.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:817.

    Full description at Econpapers || Download paper

19. That Courage is not inconsistent with Caution: Foreign Currency Hedging for Superannuation Funds. (2004). Thorp, Susan.
    In: Econometric Society 2004 Australasian Meetings.
    RePEc:ecm:ausm04:148.

    Full description at Econpapers || Download paper

20. Keeping up with the Joneses: An international asset pricing model. (2003). Priestly, Richard ; Gomez, Juan-Pedro ; Zapatero, Fernando.
    In: Economics Working Papers.
    RePEc:upf:upfgen:694.

    Full description at Econpapers || Download paper

21. Exchange Rate Pegs and Foreign Exchange Exposure in East Asia. (2002). Popper, Helen ; Parsley, David.
    In: International Finance.
    RePEc:wpa:wuwpif:0211001.

    Full description at Econpapers || Download paper

22. Are Financial Assets Priced Locally or Globally?. (2002). Stulz, René ; Karolyi, G..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8994.

    Full description at Econpapers || Download paper

23. International Asset Pricing and the Benefits from World Market Diversification. (2002). Nilsson, Birger.
    In: Working Papers.
    RePEc:hhs:lunewp:2002_001.

    Full description at Econpapers || Download paper

24. Emerging market liberalization and the impact on uncovered interest rate parity. (2002). HASAN, IFTEKHAR ; Hunter, Delroy ; Francis, Bill.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2002-16.

    Full description at Econpapers || Download paper

25. An Evaluation of International Asset Pricing Models. (2002). Sallstrom, Torbjorn ; Dahlquist, Magnus.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3145.

    Full description at Econpapers || Download paper

26. Corporate Financial Policies and Performance Prior to Currency Crises. (2001). Koskinen, Yrjö ; Pons, Vicente ; Bris, Arturo.
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2001-386.

    Full description at Econpapers || Download paper

27. Corporate Financial Policies and Performance Around Currency Crises. (2001). Koskinen, Yrjö ; Pons, Vicente ; Bris, Arturo.
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0467.

    Full description at Econpapers || Download paper

28. The Cost of Capital in International Financial Markets: Local or Global. (2001). van Dijk, Mathijs ; Kool, Clemens ; Schotman, Peter ; Kool, Clemens J. M., ; Koedijk, Kees.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3062.

    Full description at Econpapers || Download paper

29. The selection of multinational equity portfolios: forecasting models and estimation risk. (2000). Nigel Meade, Gerry R. Salkin, .
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:6:y:2000:i:3:p:259-279.

    Full description at Econpapers || Download paper

30. International bond markets and the introduction of the Euro. (2000). Kool, Clemens ; Clemens J. M. Kool, .
    In: Review.
    RePEc:fip:fedlrv:y:2000:i:sep:p:41-56:n:v.82no.5.

    Full description at Econpapers || Download paper

31. Exchange Rate And Foreign Inflation Risk Premiums In Global Equity Returns. (2000). Vassalou, Maria .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:2448.

    Full description at Econpapers || Download paper

32. An International Dynamic Asset Pricing Model. (1999). Ng, David ; Hodrick, Robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7157.

    Full description at Econpapers || Download paper

33. Risk and International Parity Conditions: A Synthesis from Consumption Based Models. (1997). Chiang, Thomas ; JOSÉ A. TRINIDAD, .
    In: International Economic Journal.
    RePEc:taf:intecj:v:11:y:1997:i:2:p:73-101.

    Full description at Econpapers || Download paper

34. Tests of Three Parity Conditions: Distinguishing Risk Premia and Systematic Forecast Errors. (1994). Marston, Richard C..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4923.

    Full description at Econpapers || Download paper

35. Why is Capital so Immobile Internationally?: Possible Explanations and Implications for Capital Income Taxation. (1994). Gordon, Roger ; Bovenberg, Lans.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4796.

    Full description at Econpapers || Download paper

36. International Portfolio Choice and Asset Pricing: An Integrative Survey. (1994). Stulz, René.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4645.

    Full description at Econpapers || Download paper

37. International Equity Transactions and U.S. Portfolio Choice. (1994). Tesar, Linda ; Werner, Ingrid M..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4611.

    Full description at Econpapers || Download paper

38. Price Volatility and Volume Spillovers between the Tokyo and New York Stock Markets. (1993). Ito, Takatoshi ; Lin, Wen-Ling.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4592.

    Full description at Econpapers || Download paper

39. Term, Inflation, and Foreign Exchange Risk Premia: A Unified Treatment. (1993). Svensson, Lars.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4544.

    Full description at Econpapers || Download paper

40. The World Price of Foreign Exchange Risk. (1993). Dumas, Bernard ; Solnik, Bruno.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4459.

    Full description at Econpapers || Download paper

41. Home Bias and the High Turnover. (1992). Tesar, Linda ; Werner, Ingrid M..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4218.

    Full description at Econpapers || Download paper

42. The Globalization of Information and Capital Mobility. (1990). Branson, William H. ; Jaffee, Dwight M..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:3496.

    Full description at Econpapers || Download paper

43. The Foreign Exchange Risk Premium in a Target Zone with Devaluation Risk. (1990). Svensson, Lars.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:3466.

    Full description at Econpapers || Download paper

44. Promoting Investment under International Capital Mobility: An Intertemporal General Equilibrium Analysis. (1989). Bovenberg, Lans ; Goulder, Lawrence H..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:3139.

    Full description at Econpapers || Download paper

45. Trade Liberalization in General Equilibrium: Intertemporal and Inter-Industry Effects. (1989). Eichengreen, Barry ; Goulder, Lawrence H..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:2965.

    Full description at Econpapers || Download paper

46. Equilibrium Exchange Rate Hedging. (1989). Black, Fischer .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:2947.

    Full description at Econpapers || Download paper

47. Pricing Physical Assets Internationally. (1988). Dumas, Bernard.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:2569.

    Full description at Econpapers || Download paper

48. Consumption Risk and International Asset Returns: Some Empirical Evidence. (1987). Cumby, Robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:2383.

    Full description at Econpapers || Download paper

49. Capital Flows, Investment, and Exchange Rates. (1985). Svensson, Lars.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:1598.

    Full description at Econpapers || Download paper

50. Asset Markets, Tariffs, and Political Risk. (1984). Dellas, Harris.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:1413.

    Full description at Econpapers || Download paper

Report date: 2025-09-12 23:23:55 || Missing content? Let us know